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The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets

Publikation: KonferencebidragPaperForskningpeer review

  • Institut for Økonomi
OriginalsprogEngelsk
Udgivelsesår2006
Antal sider39
StatusUdgivet - 2006
BegivenhedCIRANO-CIREQ Financial Econometrics Conference - Montreal, Canada
Varighed: 4 maj 20067 maj 2006

Konference

KonferenceCIRANO-CIREQ Financial Econometrics Conference
LandCanada
ByMontreal
Periode04/05/200607/05/2006

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